+110.9%
MO vs DKS
+203.5%
-92.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | +7.1% | -33.4% | +40.5% | +10.3% |
| 3M | -2.0% | -39.4% | +37.4% | +1.7% |
| 6M | +7.3% | -30.1% | +37.4% | +9.7% |
| YTD | +23.5% | -31.0% | +54.4% | +26.2% |
| 1Y | +11.0% | -40.2% | +51.2% | +14.8% |
| 3Y | +95.0% | +30.9% | +64.1% | +80.7% |
| 5Y | +100.6% | +14.0% | +86.6% | +83.9% |
| All | +110.9% | +203.5% | -92.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling